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Dwight (Malcom Blair) finds out when he is asking one of the Clelands, Teddy, (he has kidnapped) at his old school mates house, where he ask's who was the boy in the limousine. Teddy insinuates a situation with Dwights father and the Clelands mother. Dwight also finds out who really killed his parents and for what reason. At this point Dwight may not have fully put it together.

At the end when he is facing the two women after he has looked through the photo album he says as the boy leaves, that's my fathers son Teddy, (who was the guy at his mates house) told me about my Dad and Big Wade, so at this point we know he has connected the dots of the affair with the Clelands mother and his own father and the boy is his step brother.

I just rewatched the scene, this is the dialogue that happens: "Who's the boy in the limousine?" "He's just a boy. Not a concern" How does that reveal the stepbrother?
– Francisco V.Nov 15 '15 at 11:58

Well at the end when he is facing the two women after he has looked through the photo album he says as the boy leaves, that's my fathers son Teddy (who was the guy at his mates house) told me about my Dad and big wade.
– Yetisasquatch AlienbelieverNov 15 '15 at 13:35